4.6 Article

A polyhedral study of nonconvex quadratic programs with box constraints

Journal

MATHEMATICAL PROGRAMMING
Volume 102, Issue 3, Pages 531-557

Publisher

SPRINGER HEIDELBERG
DOI: 10.1007/s10107-004-0549-0

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By reformulating quadratic programs using necessary optimality conditions, we obtain a linear program with complementarity constraints. For the case where the only constraints are bounds on the variables, we study a relaxation based on a subset of the optimality conditions. By characterizing its convex hull, we obtain a large class of valid inequalities. These inequalities are used in a branch-and-cut scheme, see [13].

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